Rigify addon? WTG-bones?
Based on the "... to avoid having unassigned meshes" part of your screenshot, it looks like the manual is asking you to delete the widget (WGT) objects.

This is a collection of objects at the very last layer of the 3D view window. They aren't really bones, but meshes meant to be indexed as bone shapes to make them easier to identify.

If this doesn't work, you may have to delete both the widgets and remove the links to the widgets from the control bones. I hope not, that last bit will be tedious.

To delete the widget links, select a bone and go to Bone Properties >Display> Custom Shape and click the X. Do this for every bone.

I mention this last bit because Blender tends to save these custom shapes internally, so they can appear again even if the widget object is deleted.